-99.8%
AMIX vs FICO
-22.3%
-77.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +1.1% |
| 7D | -13.7% | -19.2% | +5.5% | -10.5% |
| 30D | -62.1% | -14.6% | -47.5% | -61.3% |
| 3M | -46.2% | -20.1% | -26.1% | -43.5% |
| 6M | -46.4% | -36.3% | -10.1% | -41.9% |
| YTD | -60.3% | -44.9% | -15.4% | -56.3% |
| 1Y | -79.7% | -38.6% | -41.0% | -77.9% |
| All | -99.8% | -22.3% | -77.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling